BUY signal the
week of 9.13.10 at $126.68. My first stop was $103.19, so my risk
(R)/share was $23.49.
Closed Friday at $213.92 with a $187.91 stop. My new stop for this week is $188.73.
The percentage gain on this trade is +68.9%, and the reward-to-risk ratio is +$87.24/$23.49 = +3.71.
History (beginning in 2003):
Compound Annual Growth Rate (CAGR): +33.0%
Alpha% (weekly): +0.46%
Sharpe Ratio (weekly): +0.1987
Alpha and Sharpe Ratio calculations:
Total # of weeks (3 trades): 427
Mean Trade Returns (weekly): +0.71%
Mean S&P 500 Returns (weekly): +0.22%
Standard Deviation (weekly): +3.58%
Risk-Free Rate (baseline assumption): 0.0%
Beta (calculation): +1.16
Alpha (calculation): +0.46%
Sharpe Ratio (calculation): +0.1987
Closed Friday at $213.92 with a $187.91 stop. My new stop for this week is $188.73.
The percentage gain on this trade is +68.9%, and the reward-to-risk ratio is +$87.24/$23.49 = +3.71.
History (beginning in 2003):
Winning Trades: 3 | 100.0% | +$73.43/share avg.
Losing Trades: 0 | 0.0% | -$0.00/share avg.
Average Trade: +218.9% | +$73.43/share | Reward-to-Risk (R): +13.89Compound Annual Growth Rate (CAGR): +33.0%
Alpha% (weekly): +0.46%
Sharpe Ratio (weekly): +0.1987
Alpha and Sharpe Ratio calculations:
Total # of weeks (3 trades): 427
Mean Trade Returns (weekly): +0.71%
Mean S&P 500 Returns (weekly): +0.22%
Standard Deviation (weekly): +3.58%
Risk-Free Rate (baseline assumption): 0.0%
Beta (calculation): +1.16
Alpha (calculation): +0.46%
Sharpe Ratio (calculation): +0.1987
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